From Optimization to Optimal Control: An Algorithmic Design Perspective

Abstract: Optimal control problems model the procedures of controlling some physical processes with certain objectives; usually they are modeled as optimization problems with PDE and other constraints. It is generally nontrivial to find efficient numerical solvers for these problems, especially for time-dependent cases. Typical difficulties include the extremely high dimensionality after discretization, ill-conditioned matrices of the resulting systems of linear equations, and possibly complicated coupling of PDEs with some other simple constraints. We will show how to extend some well-developed efficient operator splitting algorithms in the context of convex optimization problems to some elliptic and parabolic optimal control problems. Particularly, we will highlight some computational techniques such as preconditioning to derive trustworthy numerical schemes for various optimal control problems.

optimization and control

Audience: researchers in the topic

Comments: the address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk

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One World Optimization seminar

Series comments: Description: Online seminar on optimization and related areas

The address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk

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